The limit law of the iterated logarithm

DOI10.1007/s10959-013-0481-4zbMath1323.60050OpenAlexW1993475715MaRDI QIDQ495700

Xia Chen

Publication date: 15 September 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-013-0481-4

zbMATH Keywords

Brownian motionOrnstein-Uhlenbeck processlimit law of the iterated logarithm

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Brownian motion (60J65) Diffusion processes (60J60)

Related Items (4)

Detection of a change-point in variance by a weighted sum of powers of variances test ⋮ The limit law of the iterated logarithm for linear processes ⋮ Acknowledgment of priority ⋮ Strong law for linear processes

Cites Work

• A new proof of the Hartman-Wintner law of the iterated logarithm
• The other law of the iterated logarithm
• Limiting behavior of maxima in stationary Gaussian sequences
• Variants on the Law of the Iterated Logarithm
• An invariance principle for the law of the iterated logarithm
• Markov Processes, Gaussian Processes, and Local Times
• An iterated logarithm law for the maximum in a stationary gaussian sequence
• On the Law of the Iterated Logarithm
• On the Maximum Partial Sums of Sequences of Independent Random Variables

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